What move does the options market price into Celsius's report?

Implied ±9.1%, either direction.

CELHNasdaqBottled & Canned Soft Drinks & Carbonated Waters

Celsius Holdings, Inc. (CELH) earnings date, market-implied expected move, and options open interest by expiry

30.74

+0.76 · +2.54%

post 30.73 −0.03%

Closed19:54 ET

Open30.08Volume7.7MMkt cap$7.8BP/E118.19EPS0.26

Day30.08 – 31.4149%52-wk23.56 – 61.4919%

CELH

Celsius Holdings, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±9.1%implied · report alone

8Q avg ±13.7%·×0.66·cheap

27.9533.55

straddle ±9.4%

spot 30.75exp Nov 6ATM strike 31ATM straddle 3.42IV 187%

Nov 4 closereport share · term structure

Expected move

Inputs

Next report

Nov 5

before open · in 1 day

est.Q3 FY26

Calendar

Next report

Last report

−18.46%

vs ±10.4% implied · ×1.77

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Linked news

5hCOST · customerCostco Wholesale Corporation Reports October Sales Results
5hMSFT · supplierMicrosoft announces change to director slate for Annual Shareholders Meeting
6hAMZN · supplierMicrosoft and Amazon combine for a $400 billion market-cap boost — and these factors show why

News

Largest filed tie

13F top-10 QoQ

+14.09%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

549 managers

Top fund weight

0.13%

CELH weight · MDY

N-PORTJun 30 '26

3 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Celsius (CELH) is expected to report on Nov 5 before open (estimated date).

Implied vs realized

8 reports

—≥ implied

Nov 6 '24Nov 6 '24confirmed—▼−5.33%—

Feb 20 '25Feb 20 '25confirmed—▲+27.77%—

May 6 '25May 6 '25confirmed—▲+4.81%—

Aug 7 '25Aug 7 '25confirmed—▲+17.27%—

Q3 FY25Nov 6 '25confirmed—▼−24.80%—

Q1 FY26Feb 26 '26confirmed—▲+6.94%—

May 7 '26May 7 '26confirmed—▲+4.45%—

Q2 FY26Aug 6 '26confirmed±10.4%▼−18.46%×1.77

quarterimplied−30%0+30%realized×

Q2 FY26±10.4%▼−18.46%×1.77

May '26—+4.45%

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 10 expiries · Nov 4 close

0.42OI · 10 expiries · Nov 4 closeP/C open interest · Nov 6 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

7,553+87%Nov 62d18,013+130%

1,993+70%Nov 139d0.296,893+53%0.29

8,664+31%Nov 2016d0.6513,299+15%0.65

1,302+254%Nov 2723d0.681,912+1025%0.68

4—Dec 430d0.1526—0.15

5 later expiries

52—Dec 1137d0.25205—0.25

22,918+5%Dec 1844d0.65

ExpiryPutsCallsP/C

Nov 62d7,553+87%18,013+130%0.42

Nov 139d1,993+70%6,893+53%0.29

Nov 2016d8,664+31%13,299+15%0.65

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

scenario · straddle±9.4%

Funds 3

MDY±0.0%

VTI±0.0%

VT±0.0%

Dashed = straddleMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

6.76%as filednet margin · revenue +4.51% QoQ · +10.64% YoY

Revenue

$818M+4.51% QoQ

Gross profit

$394M+4.13% QoQ

48.13% margin

Operating income

$75M−45.86% QoQ

9.20% margin

Pre-tax income

$70M−49.45% QoQ

Net income

$55M−49.78% QoQ

6.76% margin

Cost of revenue

$424M+4.87% QoQ

Operating expenses

$318M+33.19% QoQ

SG&A $238M

Other operating $81M

Other expense

$6M

Tax

$14M−48.11% QoQ

Revenue$818M+4.51%

Gross profit

$394M+4.13%

48.13% margin

Operating income

$75M−45.86%

9.20% margin

Pre-tax income

$70M−49.45%

Net income

$55M−49.78%

6.76% margin

Cost of revenue

$424M+4.87%

Operating expenses

$318M+33.19%

SG&A $238M

Other operating $81M

Other expense

$6M

Tax$14M−48.11%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Jun 30 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 4 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 19:45 ET

Intraday

Event sensitivity

NFP ×1.64· ±4.4% vs ±2.7% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±4.4%4 of 10×1.64

PCEpersonal income & outlays±2.9%9 of 19×1.08

PPIproducer prices±2.6%5 of 10×0.96

FOMCrate decision±2.6%13 of 24×0.95

GDPgross domestic product±2.1%9 of 19×0.80

CPIconsumer prices±1.8%6 of 10×0.68

CPROFcorporate profits±1.4%5 of 12×0.51

Bar = avg |move| to ±5% · tick = ±2.7% avg day · ×base = |move| ÷ ±2.7% · min 6 releases

Earnings history

EPS 0.14 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	0.14	—
Q1 FY26	Feb 26 '26 · confirmed	0.33	—
Q3 FY25	Nov 6 '25 · confirmed	-0.27	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod